Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47526.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46131.73 Kr¶

PnL: ---------------------------------------> -756.84 Kr¶

DD now: ---------------------------------> -2.269 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 12:48:21.472070'

Anic Portfolio¶

This Week¶

Return: -1.313 %¶

Total¶

Return: 55.588 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.250000 2761.500000 125.500000 4.760000 2636.000010
Corem Property Group B 59 -0.270000 656.080000 79.080000 13.710000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.360000 431.200000 76.200000 21.460000 355.000000
HMS Networks 2 -1.340000 706.000000 33.000000 4.900000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.190000 263.760000 17.760000 7.220000 246.000000
Midsona B 63 -1.150000 597.870000 14.870000 2.550000 582.999984
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 0.000000 544.400000 12.400000 2.330000 532.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.340000 585.640000 11.640000 2.030000 573.999998
MedCap 2 -0.230000 429.000000 8.000000 1.900000 421.000000
Intrum 4 -0.370000 534.000000 7.000000 1.330000 527.000000
Handelsbanken A 5 -1.390000 549.250000 3.250000 0.600000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.250000 562.800000 0.800000 0.140000 562.000005
Karnov Group 9 1.020000 536.400000 0.400000 0.070000 536.000004
AcadeMedia 12 0.430000 557.280000 0.280000 0.050000 557.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Nordea Bank Abp 29 -1.080000 3453.320000 -0.680000 -0.020000 3453.999992
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Swedbank A 3 -1.600000 561.000000 -3.000000 -0.530000 564.000000
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
Securitas B 6 -0.720000 562.920000 -7.080000 -1.240000 570.000000
CTEK 13 0.250000 514.410000 -19.590000 -3.670000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -2.130000 1596.000000 -58.000000 -3.510000 1653.999996
Vivesto 1368 -1.090000 547.470000 -65.530000 -10.690000 612.999432
International Petroleum Corp. 5 2.630000 526.000000 -68.570000 -11.530000 594.565215
SAAB B 8 -0.610000 3280.000000 -97.000000 -2.870000 3377.000000
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
OX2 18 0.000000 1544.400000 -119.600000 -7.190000 1663.999992
Axfood 13 -0.400000 3564.600000 -191.400000 -5.100000 3756.000001
Fasadgruppen Group 35 -0.590000 3535.000000 -276.000000 -7.240000 3810.999990
Ovzon 52 0.690000 3047.200000 -314.800000 -9.360000 3361.999992
TOTAL 46131.300000 -757.270000 -2.26967% 46888.564618

Updated:¶

'2023-01-13 12:45:00.740397'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶